+603.8%
QCOM vs UPS
+272.5%
+331.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.2% |
| 7D | +5.8% | +1.1% | +4.7% | +5.2% |
| 30D | -2.3% | +17.3% | -19.6% | -11.4% |
| 3M | +2.7% | +7.9% | -5.2% | -2.5% |
| 6M | -21.0% | +13.7% | -34.8% | -27.7% |
| YTD | +1.8% | +17.2% | -15.4% | -9.1% |
| 1Y | +2.4% | +23.2% | -20.8% | -11.5% |
| 3Y | +52.1% | -5.9% | +58.0% | +47.4% |
| 5Y | +14.6% | -33.1% | +47.7% | +36.4% |
| 10Y | +230.9% | +44.3% | +186.5% | +122.9% |
| All | +603.8% | +272.5% | +331.4% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling